I know this is going to sound stupid, but how do they get this data? Mercury is closest to the Sun and that is a long way.

They use a spacecraft which orbits mercury, and it uses a neutron spectrometer which can detect subatomic particle neutrons as they stream from mercury. Hydrogen is the best absorber of neutrons and because there was a mdip in neutron count it showed that cast amounts of hydrogen was in specific places at the planets pole. Further measurements with a laser showed that much of the ice isa covered with a layer of dark material 10s of centimeters thick.
Source is BBC Science and Environment news

Not surprising, life on other planets in the universe is inevitable and practically a fact.

The probability of life emerging in other places in the universe is huge - due to the vastness of the universe - at least as we understand it now.
But the existence of life or life supporting (note, not human or mammal life in general) in a planet within our solar system was considered - simply put - highly improbable.

Should they verify the existence of organic materials, organisms or byproducts of organic metabolism, the implications are enormous (independently of the hypothesis of panspermia)

Doesn't organic matter just mean matter bonded to carbon? That's not exactly news. There are a ton of definitions of Organic, though.

That is true, and it's a bit of a shame they couldn't go more in depth. To really go in depth, I think they would need to land a rover with scientific instruments (like on Mars) to be able to determine what kind of organic matter is there.

That is true, and it's a bit of a shame they couldn't go more in depth. To really go in depth, I think they would need to land a rover with scientific instruments (like on Mars) to be able to determine what kind of organic matter is there.

Can they analyse the gases in the atmosphere with IR spectrometry? That shouldn't be that hard to do.